-5.0%
CMG vs U
+11.6%
-16.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -1.5% | +4.5% | -5.9% | -1.8% |
| 30D | +12.7% | -0.6% | +13.3% | +12.7% |
| 3M | +26.3% | +48.4% | -22.2% | +22.0% |
| 6M | +4.5% | +115.4% | -110.9% | -2.3% |
| YTD | -0.1% | -3.2% | +3.1% | -1.6% |
| 1Y | -6.8% | -6.0% | -0.7% | -8.4% |
| 3Y | -5.0% | +13.5% | -18.4% | -15.1% |
| All | -5.0% | +11.6% | -16.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling